Norwegian Krone AGARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
8.52%
increased by 0.29%
1 Week
8.53%
increased by 0.30%
1 Month
8.59%
increased by 0.36%
Analysis last updated: Friday, May 1, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 14.61 | |
| 0.0290 | 26.07 | |
| 0.9653 | 772.84 | |
| -0.0319 | -2.09 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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